In chill penguins stage,when you reach this part in the picture,(notice:if you cant find this capsule then i suggest you give up immedietly,this is the easiest capsule to find in the game,after reaching this point,the capsule will give you the boots upgrade.

In storm eagles stage,when you reach the part that you have to climb up really high,there should be an opening that you can enter,after that go down and stand on ther ledge and dash to the far right,there destroy the tanks and go on to the right to find the helmet upgrade.

In flame mammoth's stage,After getting both boots and helmet upgrades,get into the part shown in the picture and stand on the ledge where the lava used to be,there dash to the left to reach the blocks and go upwards while your helmet destroys the blocks,there will be the x-buster upgrade.

In sting chameleons stage,when you reach the cave with the falling rocks,jump to the far right to reach the wall and climb up.after that destroy the maverick there to win yourself the armor upgrade for your armor.